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subject:"Volatility"
type_genre:"Article in journal"
~isPartOf:"Computational economics"
~isPartOf:"Journal of empirical finance"
~isPartOf:"Journal of financial econometrics : official journal of the Society for Financial Econometrics"
~type_genre:"Übersichtsarbeit"
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Search: subject_exact:"Estimation theory"
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Volatility
Estimation theory
254
Schätztheorie
254
Time series analysis
74
Zeitreihenanalyse
74
Estimation
55
Schätzung
54
Volatilität
42
Capital income
32
Kapitaleinkommen
32
Regression analysis
32
Regressionsanalyse
32
ARCH model
30
ARCH-Modell
30
Nichtparametrisches Verfahren
29
Nonparametric statistics
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Theorie
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Theory
28
Forecasting model
26
Monte Carlo simulation
26
Monte-Carlo-Simulation
26
Prognoseverfahren
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Stochastic process
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Stochastischer Prozess
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Portfolio selection
21
Portfolio-Management
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Correlation
19
Korrelation
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Börsenkurs
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Risikomaß
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Risk measure
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Share price
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Statistical distribution
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Statistische Verteilung
18
Bayes-Statistik
16
Bayesian inference
16
Statistical test
15
Statistischer Test
15
Maximum likelihood estimation
14
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Article
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Article in journal
Übersichtsarbeit
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42
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English
42
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Abergel, Frédéric
1
Aloy, Marcel
1
Amado, Cristina
1
Andreou, Alena
1
Asai, Manabu
1
Balter, Janine
1
Bartolucci, Francesco
1
Bos, Charles S.
1
Cagnone, Silvia
1
Caldeira, João F.
1
Carrasco, Marine
1
Cheng, Wan-hsiu
1
Choudhry, Taufiq
1
Chourdakis, Kyriakos
1
Creel, Michael D.
1
D'Addona, Stefano
1
Dalla, Violetta
1
Daníelsson, Jón
1
Dempsey, Michael
1
Dotsis, George
1
Fan, Jianqing
1
Fan, Yingying
1
Francq, Christian
1
Frederiksen, Per
1
Ghosh, Anisha
1
Ghysels, Eric
1
Hao, Hong-Xia
1
Hassler, Uwe
1
Herwartz, Helmut
1
Horváth, Lajos
1
Hung, Jui-cheng
1
Huth, Nicolas
1
Härdle, Wolfgang
1
Ikeda, Shin S.
1
Janus, Paweł
1
Jondeau, Eric
1
Kang, Kyu Ho
1
Khorunzhina, Natalia
1
King, Maxwell L.
1
Kinnunen, Jyri
1
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Computational economics
Journal of empirical finance
Journal of financial econometrics : official journal of the Society for Financial Econometrics
Journal of econometrics
116
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association
42
Economics letters
24
Econometric reviews
22
Economic modelling
17
Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet
17
Quantitative finance
15
Econometric theory
14
International journal of forecasting
14
International journal of theoretical and applied finance
13
Journal of banking & finance
13
Journal of financial econometrics
13
Finance research letters
12
The North American journal of economics and finance : a journal of financial economics studies
11
The econometrics journal
11
Journal of forecasting
10
Journal of risk and financial management : JRFM
10
Econometrics : open access journal
9
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
8
Finance and stochastics
8
International journal of economics and financial issues : IJEFI
8
Journal of mathematical finance
7
Applied economics
6
Decisions in economics and finance : DEF ; a journal of applied mathematics
6
International journal of financial engineering
6
Asia-Pacific financial markets
5
CBN journal of applied statistics
5
European journal of operational research : EJOR
5
Journal of quantitative economics
5
Journal of risk
5
The European journal of finance
5
The journal of risk model validation
5
Applied economics letters
4
Applied financial economics
4
Cogent economics & finance
4
Empirical economics : a journal of the Institute for Advanced Studies, Vienna, Austria
4
Empirical economics : a quarterly journal of the Institute for Advanced Studies
4
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ECONIS (ZBW)
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1
Estimating and testing skewness in a stochastic volatility model
Lee, Cheol Woo
;
Kang, Kyu Ho
- In:
Journal of empirical finance
72
(
2023
),
pp. 445-467
Persistent link: https://www.econbiz.de/10014476881
Saved in:
2
Estimation with mixed data frequencies : a bias-correction approach
Ghosh, Anisha
;
Linton, Oliver
- In:
Journal of empirical finance
74
(
2023
),
pp. 1-20
Persistent link: https://www.econbiz.de/10014477062
Saved in:
3
Option pricing model biases : Bayesian and Markov Chain Monte Carlo regression analysis
Mozumder, Sharif
;
Choudhry, Taufiq
;
Dempsey, Michael
- In:
Computational economics
57
(
2021
)
4
,
pp. 1287-1305
Persistent link: https://www.econbiz.de/10012543312
Saved in:
4
Bayesian estimation for high-frequency volatility models in a time deformed framework
Santos, Antonio A. F.
- In:
Computational economics
57
(
2021
)
2
,
pp. 455-479
Persistent link: https://www.econbiz.de/10012486920
Saved in:
5
Finite Gaussian mixture approximations to analytically intractable density Kernels
Khorunzhina, Natalia
;
Richard, Jean-François
- In:
Computational economics
53
(
2019
)
3
,
pp. 991-1017
Persistent link: https://www.econbiz.de/10012135106
Saved in:
6
Unified approach for the affine and non-affine models : an empirical analysis on the S&P 500 volatility dynamics
Zhu, Shunwei
;
Wang, Bo
- In:
Computational economics
53
(
2019
)
4
,
pp. 1421-1442
Persistent link: https://www.econbiz.de/10012135302
Saved in:
7
Bond and option prices with permanent shocks
Zoubi, Haitham al-
- In:
Journal of empirical finance
53
(
2019
),
pp. 272-290
Persistent link: https://www.econbiz.de/10012171645
Saved in:
8
Combining multivariate volatility forecasts: an economic-based approach
Caldeira, João F.
;
Moura, Guilherme Valle
;
Nogales, …
- In:
Journal of financial econometrics : official journal of …
15
(
2017
)
2
,
pp. 247-285
Persistent link: https://www.econbiz.de/10011987429
Saved in:
9
Dynamic cross-autocorrelation in stock returns
Kinnunen, Jyri
- In:
Journal of empirical finance
40
(
2017
),
pp. 162-173
Persistent link: https://www.econbiz.de/10011744473
Saved in:
10
Marked Hawkes process modeling of price dynamics and volatility estimation
Lee, Kyungsub
;
Seo, Byoung Ki
- In:
Journal of empirical finance
40
(
2017
),
pp. 174-200
Persistent link: https://www.econbiz.de/10011745018
Saved in:
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